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  • Asset Type: Futures Remove
  • Asset Type: Corporate Events Remove
  • Data Type: Book Depth Remove
  • Data Type: Tick Remove
  • Data Type: Dividends Remove
  • Data Type: Earnings Remove
  • Purchase Type: Historical Remove

Historical Data

This product contains trades and quotes, including book depth, on CFE VIX Futures. CFE Book Depth data is comprised of three components, quotes, simple orders, and complex orders. When putting the three components together, one may reconstruct the CFE Book depth.
CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to April 2004. Timestamps prior to and including February 23, 2018 are stated in U.S. Central (CST) and in Greenwich Mean Time (GMT) afterwards.

* VIX TAS data is not included

Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Dividend dates and amounts.
1/1/2006 – present
Earnings conference call dates and times.
1/1/2006 – present
Revisions to earnings announcement dates and/or status, for example status change from “tentative” to “verified”. Also alerts when the earnings announcement date crosses before or after the weekly or monthly option contract expiration.
1/1/2006 – present